64 lines
1.7 KiB
C++
64 lines
1.7 KiB
C++
/*
|
|
* Copyright (C) 2010 Dynare Team
|
|
*
|
|
* This file is part of Dynare.
|
|
*
|
|
* Dynare is free software: you can redistribute it and/or modify
|
|
* it under the terms of the GNU General Public License as published by
|
|
* the Free Software Foundation, either version 3 of the License, or
|
|
* (at your option) any later version.
|
|
*
|
|
* Dynare is distributed in the hope that it will be useful,
|
|
* but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
* GNU General Public License for more details.
|
|
*
|
|
* You should have received a copy of the GNU General Public License
|
|
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
*/
|
|
|
|
#include <cstdlib>
|
|
#include <cassert>
|
|
|
|
#include <dynlapack.h>
|
|
|
|
class LUSolver
|
|
{
|
|
private:
|
|
const size_t dim;
|
|
lapack_int *ipiv;
|
|
public:
|
|
class LUException
|
|
{
|
|
public:
|
|
const lapack_int info;
|
|
LUException(lapack_int info_arg) : info(info_arg) {};
|
|
};
|
|
LUSolver(size_t dim_arg);
|
|
virtual ~LUSolver();
|
|
/*!
|
|
Computes A^(-1)*B (possibly transposing A).
|
|
The output is stored in B.
|
|
The input matrix A is modified.
|
|
*/
|
|
template<class Mat1, class Mat2>
|
|
void invMult(const char *trans, Mat1 &A, Mat2 &B) throw (LUException);
|
|
};
|
|
|
|
template<class Mat1, class Mat2>
|
|
void
|
|
LUSolver::invMult(const char *trans, Mat1 &A, Mat2 &B) throw (LUException)
|
|
{
|
|
assert(A.getRows() == dim && A.getCols() == dim);
|
|
assert(B.getRows() == dim);
|
|
lapack_int n = dim, lda = A.getLd(), info;
|
|
dgetrf(&n, &n, A.getData(), &lda, ipiv, &info);
|
|
|
|
if (info != 0)
|
|
throw LUException(info);
|
|
|
|
lapack_int nrhs = B.getCols(), ldb = B.getLd();
|
|
dgetrs(trans, &n, &nrhs, A.getData(), &lda, ipiv, B.getData(), &ldb, &info);
|
|
assert(info == 0);
|
|
}
|